+70.7%
V vs AUR
-35.7%
+106.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -1.2% | +1.4% | -2.7% | -1.3% |
| 30D | +3.1% | -6.4% | +9.5% | +3.3% |
| 3M | +16.3% | +7.7% | +8.6% | +15.5% |
| 6M | +20.4% | +44.5% | -24.1% | +16.9% |
| YTD | +6.3% | +67.4% | -61.2% | +2.1% |
| 1Y | +8.7% | +15.4% | -6.7% | +6.4% |
| 3Y | +53.3% | +94.8% | -41.5% | +38.9% |
| 5Y | +71.1% | -35.1% | +106.2% | +55.5% |
| All | +70.7% | -35.7% | +106.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling